"KMLM Holdings","As of 2026-01-16","Holdings Are Subject To Change"
Rank,"Company Name","% of Net Assets",Ticker,Identifier,Type,"Shares Held","Market Value($)","Notional Value($)"
1,Cash,30.87,,–,Cash,"53,613,971","53,613,971",0
2,"B 01/29/26",14.38,,US912797RK59,"Treasury Bill","25,000,000","24,977,750",0
3,"B 02/19/26",14.35,,US912797PM34,"Treasury Bill","25,000,000","24,925,417",0
4,"B 02/26/26",14.34,,US912797RU32,"Treasury Bill","25,000,000","24,907,886",0
5,"B 03/03/26",13.19,,US912797ST59,"Treasury Bill","23,000,000","22,903,467",0
6,"B 03/19/26",13.17,,US912797PV33,"Treasury Bill","23,000,000","22,867,156",0
7,"JAPANESE YEN",0.97,,–,Currency,"267,275,760","1,690,709",0
8,EURO,0.24,,–,Currency,"355,735","412,671",0
9,"GOLD 100 OZ FUTR  JUN26",0.00,GCM6,–,Future,27,0,"12,591,450"
10,"WTI CRUDE FUTURE  MAR26",0.00,CLH6,–,Future,-204,0,"-12,105,360"
11,"JPN 10Y BOND(OSE) MAR26",0.00,JBH6,–,Future,-52,0,"-43,390,075"
12,"JPN YEN CURR FUT  MAR26",0.00,JYH6,–,Future,-348,0,"-27,644,250"
13,"LIVE CATTLE FUTR  FEB26",0.00,LCG6,–,Future,126,0,"11,700,360"
14,"LONG GILT FUTURE  MAR26",0.00,"G H6",–,Future,355,0,"43,814,494"
15,"NATURAL GAS FUTR  MAR26",0.00,NGH26,–,Future,-374,0,"-10,090,520"
16,"NY HARB ULSD FUT  MAR26",0.00,HOH6,–,Future,120,0,"11,200,896"
17,"SOYBEAN FUTURE    MAR26",0.00,"S H6",–,Future,-160,0,"-8,462,000"
18,"SUGAR #11 (WORLD) MAR26",0.00,SBH6,–,Future,-696,0,"-11,661,619"
19,"US 10YR ULTRA FUT MAR26",0.00,UXYH6,–,Future,380,0,"43,426,875"
20,"WHEAT FUTURE(CBT) MAR26",0.00,"W H6",–,Future,-462,0,"-11,965,800"
21,"GASOLINE RBOB FUT MAR26",0.00,XBH6,–,Future,-23,0,"-1,752,131"
22,"EURO-BUND FUTURE  MAR26",0.00,RXH6,–,Future,-292,0,"-43,405,543"
23,"EURO FX CURR FUT  MAR26",0.00,ECH6,–,Future,189,0,"27,468,788"
24,"CORN FUTURE       MAR26",0.00,"C H6",–,Future,-532,0,"-11,298,350"
25,"COPPER FUTURE     MAR26",0.00,HGH6,–,Future,82,0,"11,953,550"
26,"CHF CURRENCY FUT  MAR26",0.00,SFH6,–,Future,176,0,"27,549,500"
27,"CAN 10YR BOND FUT MAR26",0.00,CNH6,–,Future,-497,0,"-43,365,844"
28,"C$ CURRENCY FUT   MAR26",0.00,CDH6,–,Future,127,0,"9,147,810"
29,"BP CURRENCY FUT   MAR26",0.00,BPH6,–,Future,332,0,"27,763,500"
30,"AUDUSD CRNCY FUT  MAR26",0.00,ADH6,–,Future,418,0,"27,939,120"
31,"BRITISH STERLING POUND",-0.52,,–,Currency,"-673,611","-901,321",0
32,"CANADIAN DOLLAR",-0.99,,–,Currency,"-2,384,451","-1,713,521",0